Amundi S&P Global Luxury UCITS ETF
Provider: Amundi
| Annualised Return | 15.09% |
| Realised Volatility | 20.22% |
| Downside Volatility | 11.2% |
| Max Drawdown | -26.4% |
| Winning months | 60.12% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 1.35 |
| Calmar Ratio | 0.57 |
| Viking Ratio | 0.52 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 14.06% | 1.42% | 15.67% | ||||||||||
| 2022 | -7.57% | -2.34% | -0.18% | -2.49% | -8.02% | -6.75% | 14.76% | -3.4% | -5.94% | 1.51% | 8.87% | -7.1% | -19.32% |
| 2021 | -0.41% | 6.21% | 5.25% | 3.71% | 1.69% | 2.94% | 0.55% | -3.61% | -1.21% | 10.16% | 2.77% | 0.99% | 32.29% |
| 2020 | -2.12% | -8.72% | -17.63% | 14.67% | 2.25% | 4.42% | 2.25% | 10.36% | 0.35% | -1.65% | 19.73% | 3.74% | 24.66% |
| 2019 | 7.37% | 5.58% | 1.47% | 4.33% | -8.4% | 6.34% | 1.84% | -3.93% | 2.59% | 3.4% | 4.55% | 2.87% | 30.45% |
| 2018 | 2.26% | -1.88% | -1.69% | 7.15% | 3.87% | -1.69% | -0.92% | 1.36% | -1.05% | -8.57% | -1.33% | -4.36% | -7.47% |
| 2017 | 2.06% | 2.46% | 4.04% | 2.26% | -0.92% | 0.25% | -1.98% | 1.36% | 3.15% | 5.3% | -0.45% | 2.76% | 22% |
| 2016 | -7.5% | 1.84% | 1.76% | -4.03% | -0.23% | -3.88% | 7.14% | -0.56% | 0.22% | 2.19% | 4.3% | 1.29% | 1.69% |
| 2015 | 6.31% | 5.54% | 2.54% | -3.99% | 0.5% | -1.76% | 4.6% | -9.98% | -3.02% | 9.73% | 0.88% | -5.07% | 4.65% |
| 2014 | -2.89% | 6.12% | -2.42% | -0.01% | 4.13% | -1.09% | -2.85% | 1.77% | -0.92% | 2.54% | 6.27% | -1.86% | 8.5% |
| 2013 | 1.94% | 0.75% | 2.83% | 5.77% | 2.91% | -3.91% | 6.61% | -4.35% | 4.93% | 7.66% | 1.97% | 2.12% | 32.5% |
| 2012 | 10.12% | 4.77% | 2.53% | -3.92% | -8.78% | 9.99% | 2.68% | 6.18% | 2.4% | 3.41% | 3.93% | 2.78% | 40.61% |
| 2011 | 9.51% | 4.05% | -5.7% | 5.72% | -3.01% | -2.32% | -5.74% | -11.56% | -3.72% | 10.16% | -4.27% | -0.51% | -9.37% |
| 2010 | -3.77% | 2.35% | 6.77% | -5.1% | -4.02% | -0.32% | 6.94% | -4.19% | 2.88% | 3.54% | -7.16% | 8.29% | 4.76% |
| 2009 | 20.41% | 24.14% | 2.07% | -1.3% | 8.81% | 9.23% | 6.75% | -6.3% | -0.62% | 4.61% | 86.12% |